David A. Chapman

McIntire School, University of Virginia

Professor

P.O. Box 400173

Charlottesville, VA 22904-4173

United States

http://https://sites.google.com/site/davidchapmanswebsite/

SCHOLARLY PAPERS

15

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Top 15,235

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2,525

CITATIONS
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Top 2,852

in Total Papers Citations

198

Scholarly Papers (15)

1.

Why Constrain Your Mutual Fund Manager?

Sauder School of Business Working Paper
Number of pages: 72 Posted: 23 Aug 2001
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance, University of British Columbia (UBC) - Sauder School of Business and McIntire School, University of Virginia
Downloads 749 (23,906)
Citation 113

Abstract:

Mutual Funds, Corporate Governance, Financial Contracting

2.

The Portfolio Choices of Young and Old Active Mutual Fund Managers

AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 19 Mar 2008 Last Revised: 17 Sep 2010
David A. Chapman, Richard B. Evans and Zhe Xu
McIntire School, University of Virginia, University of Virginia - Darden School of Business and Boston College
Downloads 462 (45,616)
Citation 5

Abstract:

Mutual Funds, Career Concerns, Portfolio Choice

3.

Heterogeneity in Preferences and Asset Market Outcomes

Number of pages: 21 Posted: 21 Jan 2005
David A. Chapman and Valery Polkovnichenko
McIntire School, University of Virginia and University of Texas at Dallas - Jindal School of Management - Department of Finance & Managerial Economics
Downloads 281 (83,144)
Citation 4

Abstract:

Asset Prices, Aggregation, Rank-Dependent Expected Utility

4.

On Measuring the Economic Significance of Asset Return Predictability

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 70 Posted: 08 Dec 2001
Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel
University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads 269 (90,652)
Citation 2

Abstract:

5.

Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?

Number of pages: 40 Posted: 13 Aug 2001
David A. Chapman
McIntire School, University of Virginia
Downloads 224 (111,303)
Citation 4

Abstract:

Equity Premium, Habit Formation

6.

Is the Short Rate Drift Actually Nonlinear?

Number of pages: 45 Posted: 30 Nov 1998
David A. Chapman and Neil D. Pearson
McIntire School, University of Virginia and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 219 (111,303)
Citation 59

Abstract:

7.

Aggregate Tail Risk and Expected Returns

Number of pages: 40 Posted: 14 Nov 2014 Last Revised: 23 Jun 2016
David A. Chapman and Michael F. Gallmeyer
McIntire School, University of Virginia and University of Virginia (UVA) - McIntire School of Commerce
Downloads 74 (159,691)

Abstract:

tail risk, disaster risk, expected returns

Linear Approximations and Tests of Conditional Pricing Models

Number of pages: 57 Posted: 09 Mar 2006 Last Revised: 22 Jun 2017
Michael W. Brandt and David A. Chapman
Duke University - Fuqua School of Business and McIntire School, University of Virginia
Downloads 41 (359,501)

Abstract:

Linear Approximations and Tests of Conditional Pricing Models

NBER Working Paper No. w12513
Number of pages: 51 Posted: 21 Sep 2006
Michael W. Brandt and David A. Chapman
Duke University - Fuqua School of Business and McIntire School, University of Virginia
Downloads 27 (417,689)
Citation 6

Abstract:

9.

Specification Error, Estimation Risk, and Conditional Portfolio Rules

International Review of Finance, Vol. 17, Issue 2, pp. 263-288, 2017
Number of pages: 26 Posted: 03 Jun 2017
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (553,825)
Citation 2

Abstract:

10.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

CEPR Discussion Paper No. DP10328
Number of pages: 57 Posted: 23 Jan 2015
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (553,825)
Citation 3

Abstract:

consumption, equilibrium, excess returns, hedging, predictable

11.

Recent Advances in Estimating Term-Structure Models

Financial Analysts Journal, Vol. 57, No. 3, July/August 2001
Posted: 04 May 2001
David A. Chapman and Neil D. Pearson
McIntire School, University of Virginia and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

Short-rate models, term structure of interest rates

Using Proxies for the Short Rate: When are Three Months Like an Instant?

Review of Financial Studies, Vol 12, Issue 3
Posted: 08 May 1999
David A. Chapman, John B. Long Jr. and Neil D. Pearson
McIntire School, University of Virginia, Simon Graduate School of Business, University of Rochester and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

Using Proxies for the Short Rate: When are Three Months Like an Instant?

Posted: 22 Oct 1998
David A. Chapman, John B. Long Jr. and Neil D. Pearson
McIntire School, University of Virginia, Simon Graduate School of Business, University of Rochester and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

13.

Nominal Bond Returns and the Money Growth Rate in a Simple Equilibrium Model

Simon School of Business Working Paper MP 97-02
Posted: 21 Sep 1998
David A. Chapman and Thomas F. Cooley
McIntire School, University of Virginia and New York University - Leonard N. Stern School of Business

Abstract:

14.

The Cyclical Behavior of the Real Term Structure and Consumption Growth

Working Paper FR 95-24
Posted: 01 Jul 1998
David A. Chapman
McIntire School, University of Virginia

Abstract:

15.

Approximating the Asset Pricing Kernel

JOURNAL OF FINANCE, Vol 52, No 4, September 1997
Posted: 17 Sep 1997
David A. Chapman
McIntire School, University of Virginia

Abstract: